I've had several different screen protectors that go over the proximity sensor and the front facing camera and never had an issue with any of them.

But as pjy9394 mentioned, there are some companies that do have holes cut out to avoid that.

I personally prefer the Steiheill protector since it's a dry install and it feels just like the glass on my EVO. Haven't had any issues with the sensors even though the Steinheil protector goes over both the sensor and the front facing camera on my EVO.